Point72 Asset Management · Steve Cohen

Latest 13F holdings with ERM3 risk decomposition — how much of the portfolio's return is market beta versus genuine stock-picking, and where the residual risk concentrates.

Reported AUM
$47.7B
Holdings
1425
Top-10 weight
16%
As of
2025-12-31
Filed
2026-03-16

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2025-01-31 2025-12-31), modeled subset of holdings. Roughly 1% of the gross return was idiosyncratic — most of the return came from factor exposure, not stock selection.

Gross

+19.2%

Market

+17.3%

Sector

+0.9%

Subsector

+0.7%

Stock-specific

+0.2%

Top holdings

1425 reported positions; top 15 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1NVDA4.1%$2.0B46%
2AMZN2.9%$1.4B52%
3MSFT2.2%$1.1B56%
4SPOT1.4%$689M80%
5SE1.4%$673M85%
6TER1.1%$548M56%
7MU0.9%$449M47%
8MDB0.8%$401M76%
9PEP0.8%$359M60%
10TDG0.7%$338M82%
11AKAM0.7%$335M95%
12HD0.7%$335M57%
13ADSK0.7%$323M59%
14AMD0.7%$320M54%
15CSCO0.7%$312M84%

95% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2026-03-16.

Interrogate this portfolio

Ask the AI risk analyst what changed last quarter, where the concentration risk sits, or how your portfolio overlaps with Steve Cohen's.